0.32Open0.75Pre Close2 Volume169 Open Interest85.00Strike Price64.00Turnover29.30%IV3.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.2006Delta0.0966Gamma257.56Leverage Ratio-0.0797Theta0.0023Rho51.67Eff Leverage0.0278Vega